The British embassy in Yemen has been closed indefinitely due to fears over the security of its staff.
It is not known how long the embassy in Yemen will be closed
The embassy's work would be suspended "in the light of a current, credible threat to Western interests", the Foreign Office said in a statement.
The US has warned its citizens to avoid unnecessary travel to the state in the south of the Arabian peninsula as it was concerned about possible attacks.
Yemen has seen a number of attacks on foreign targets in recent years.
The US state department also said that non-essential embassy staff were being allowed to leave.
"The department is concerned about possible attacks by extremist individuals or groups against US citizens, facilities, businesses and perceived interests," it warned.
The Foreign Office said there was a "high threat" from terrorism and travellers should be "particularly vigilant".
Updated Foreign Office travel advice said: "British nationals visiting or resident in Yemen should consider whether their personal security arrangements are adequate.
"You should be particularly vigilant in places frequented by foreigners, such as hotels."
The British embassy was closed on Friday for the Muslim Sabbath but was scheduled to open on Saturday.
A Foreign Office spokesman in London said: "We have had a current and credible threat so we have taken the precautionary measure of suspending operations there for now.
"The embassy will only re-open when the situation allows for that."
The Foreign Office gave no further details of the specific threat that prompted the alert.
In 2003 Yemen said it had foiled planned attacks on US and British embassies in the capital Sana'a.
In January this year the embassy closed for a time after a similar unspecified threat.